## Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results

- Supervisory Stress Test Framework and Model Methodology
- Revised Capital Framework
- Supervisory Stress Test Results
- Appendix A: Supervisory Scenarios

- Appendix B: Models to Project Net Income and Stressed Capital
- Appendix C: BHC-Specific Results
- Appendix D: Selected Loss Rates
- Appendix E: Errata

## Appendix D: Selected Loss Rates

Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances. Losses are calculated based on the exposure at default, which includes both outstanding balances and any additional drawdown of the credit line that occurs prior to default, while loss rates are calculated as a percent of outstanding balances.

Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances. Losses are calculated based on the exposure at default, which includes both outstanding balances and any additional drawdown of the credit line that occurs prior to default, while loss rates are calculated as a percent of outstanding balances.